-22.5%
LBRT vs ALLY
+65.1%
-87.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +6.4% |
| 7D | -29.1% | +0.9% | -30.1% | -30.0% |
| 30D | -38.4% | +3.1% | -41.5% | -40.1% |
| 3M | -40.1% | -12.6% | -27.5% | -35.5% |
| 6M | -62.9% | -12.4% | -50.5% | -60.4% |
| YTD | -34.5% | -13.2% | -21.4% | -31.2% |
| 1Y | -30.2% | +1.8% | -32.0% | -34.0% |
| 3Y | -37.5% | +58.0% | -95.4% | -56.8% |
| 5Y | +7.6% | -8.4% | +16.0% | -1.5% |
| All | -22.5% | +65.1% | -87.6% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling